Digital signature is to verify the trust relationship and ensure integrity and non-repudiation.
If your program is not widely distributed, it will only be used by a few computers. You can use free tools to make code signing certificate, and you need to import CA certificates into those computers. For example, using openssl or keytool of java to generate CA certificates and code signing certificate.
But the steps are not clear in one or two sentences. You need to study them carefully.
The easiest way is to find someone who has a legal code to sign the certificate and sign your name, hehe.